Luck chain letter.  "An Ancient Prayer"  "And save me from my friends."  List of 20 names! - all but one or two men.   US, 1915.
An Ancient Prayer
Oh, Lord, I implore Thee to bless all mankind
And save me from my friends
This prayer is to be sent to all over the world. It was said by the ancients that all who wrote it would be free from all calamity, and that all who passed it by would meet with calamity or misfortune.
Copy it and send it to nine of your friends and on the tenth day you will meet with some great joy.
Do Not Break the Chain

Published: The Winnipeg Tribune (Winnipeg, Manitoba, Canada), Dec. 20, 1915, p. 1.
"Trumps Editor has received the following which he passes on, not to nine friends, but through this medium to about ninety thousand friends. ¶ I have received the following prayer from my friend J. J. Wallace, who received it from his friend Thos. Langford, who received it ... [twenty names total, 18 or 19 identifiable as male, two with title "Hon.", one with title "Sir", one from Chicago]  ... who received it from Ginger Snook (and who is most appreciative of your assistance in the elections, with the request that it be sent to nine friends in nine days. I am complying with this request and am sending it to you as one of my friends. Very sincerely, A TAXPAYERS' LEAGUER."  [text]       Entered by DWV, Sept. 22, 2014.

le1915-12-20p1_ap_joking_n20!_ca

The Paper Chain Letter Archive - contents        Chain Letter Evolution

It seems very likely that the list of names, which preceded the chain letter in the article, appeared on the letter itself. But there is a chance it could have been a tally on a separate  piece of paper. In any case, this is the earliest collected chain letter with a substantial list of prior recipients.